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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.51%
1d Period Avg+22.39%
swing±7.26%
LONG Polymarket · now
−14.11%
1d avg:−10.99%
SHORT Extended · now
+11.40%
1d avg:+11.40%
Entry Spread Now
−0.278%
Against youL 0.2185 · S 0.2179−$27.83 if it converges
24h range −0.45%…+0.21% · median −0.14%
Long pays every1hShort pays every1h
LONGmaker0.013%/taker0.040%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$6.87
−0.07%
$Avg Daily PnL
+$6.13
+0.0613%
★Best Day
+$5.46
Oct 17
◎Open Interest
⚡Funding APR
+22.37%
annualized · funding only
⚠Execution Cost
−$13.00
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$13.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.